President Barack Obama expressed outrage over the killings, and Mexican President Felipe Calderon said he was indignant and promised a swift investigation.
The gunmen are suspected of belonging to a gang of hit men tied to the Juarez drug cartel, according to a statement from the joint mission of soldiers and federal police overseeing security in Ciudad Juarez. The statement said the theory was based on "information exchanged with U.S. federal agencies" helping in the investigation.
But police gave no information on a possible motive. U.S. State Department spokesman Fred Lash said the three slain people had attended the same social event before the attacks Saturday.
Several U.S. citizens have been killed in Mexico's drug war, most of them people with family ties to Mexico. It is very rare for American government employees to be targeted, although assailants hurled grenades at the U.S. consulate in the northern city of Monterrey in 2008.
Civilians have increasingly gotten caught in the middle of drug gang violence that has made Ciudad Juarez one of the deadliest cities in the world, with more than 2,500 people killed last year alone. At least 11 people were killed in Ciudad Juarez over the weekend.
The three died during a particularly bloody weekend in Mexico, with nearly 50 people killed in apparent gang violence. Nine people were killed in a gang shootout early Sunday in the Pacific resort city of Acapulco, one of Mexico's spring break attractions.
The State Department authorized U.S. government employees at Ciudad Juarez and five other U.S. consulates in northern Mexico to send their family members out of the area because of concerns about rising drug violence. The cities are Tijuana, Nogales, Nuevo Laredo, Monterrey and Matamoros.
Lash said the decision was based not only on Saturday's killings but also on a wider pattern of violence and threats in northern Mexico in recent weeks. The State Department noted the U.S. Embassy in Mexico City has advised American citizens to delay unnecessary travel to parts of the Mexican states of Durango, Coahuila and Chihuahua.
The consulate employee and her husband, both U.S. citizens, were shot to death Saturday afternoon in their car near the Santa Fe International bridge linking Ciudad Juarez with El Paso, Texas, said Vladimir Tuexi, a spokesman for the Chihuahua state prosecutors office.
The woman was shot in the head, while her husband suffered bullet wounds in his neck and arm. Their baby was found unharmed in the back seat. Tuexi estimated the child was about 1 year old.
The pair was identified as consular employee Lesley A. Enriquez, 35, and her husband, Arthur H. Redelfs, 34, by Robert Cason, Redelfs' stepfather. Redelfs was a detention officer at the El Paso County Jail, he said.
Cason declined to discuss the welfare of his grandchild. "I don't want to give any more information to the psychotics out there," he said.
Tuexi said the baby was in the custody of Mexican social services.
The U.S. government had not described Enriquez's job at the consulate, and Cason said he didn't know what she did there. A neighbor of Enriquez, Zonia Rivas, also didn't know.
"I do know she just went back to work about three months ago after having her baby," she said.
Ten minutes before that killing, police in another part of the city found the body of the husband of a Mexican employee of the consulate.
Jorge Alberto Salcido Ceniceros, 37, a Mexican citizen, was shot to death in his car, while his two children, ages 4 and 7, were wounded, according to the state prosecutors office. The children were hospitalized.
Obama was "deeply saddened and outraged" by the killings, the White House said.
"He extends his condolences to the families and condemns these attacks on consular and diplomatic personnel serving at our foreign missions," the statement said. "In concert with Mexican authorities, we will work tirelessly to bring their killers to justice."
Secretary of State Hillary Clinton said "these appalling assaults on members of our own State Department family are, sadly, part of a growing tragedy besetting many communities in Mexico."
"They underscore the imperative of our continued commitment to work closely with the Government of President Calderon to cripple the influence of trafficking organizations at work in Mexico," she added. "This is a responsibility we must shoulder together."
Calderon's office said the Mexican president "expresses his indignation" and "his sincerest condolences to the families of the victims." He "reiterated the Mexican government's unwavering compromise to resolve these grave crimes."
U.S. Rep. Silvestre Reyes, who represents El Paso, expressed concern about the safety of Americans who frequently cross into Ciudad Juarez to work or visit relatives.
"These brutal murders are another sobering reminder that Mexico's drug-related violence poses a shared security threat to the United States," Reyes said in a statement. "Many American citizens and innocent civilians have lost their lives in drug-related violence, and thousands of El Pasoans continue to live and work in Ciudad Juarez every day."
Some Americans killed have been involved in the drug trade. Other cases have not been resolved, including the December killing of Augustin Salcedo, a California school board member and assistant principal who was abducted with five other men from a restaurant in northern Durango state.
Nearly 18,000 people have been killed since Calderon deployed tens of thousands of troops and federal police across the country in December 2006 in an offensive against drug traffickers.
In Acapulco, a battle between drug gangs killed eight gunmen and a 23-year-old woman caught in the cross fire as she rode in a taxi, according to a Guerrero state police report.
Weekend shootouts left more than 30 people dead in Guerrero, where several cartels are battling for drug dealing turf and trafficking routes. Eight people were killed Friday night when gunmen burst into party in western Sinaloa state.